Soc. Generale Put 0.91 USDCHF 20.09.2024
/ DE000SU67D92
Soc. Generale Put 0.91 USDCHF 20..../ DE000SU67D92 /
| 6/18/2024 9:36:54 PM |
Chg.+0.520 |
Bid9:59:40 PM |
Ask9:59:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.050EUR |
+14.73% |
4.050
Bid Size: 800 |
4.060
Ask Size: 800 |
CROSSRATE USD/CHF |
0.91 CHF |
9/20/2024 |
Put |
Master data
| WKN: |
SU67D9 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CROSSRATE USD/CHF |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
0.91 CHF |
| Maturity: |
9/20/2024 |
| Issue date: |
1/19/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-26.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.05 |
| Intrinsic value: |
2.14 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.07 |
| Parity: |
2.14 |
| Time value: |
1.42 |
| Break-even: |
0.92 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.28% |
| Delta: |
-0.55 |
| Theta: |
0.00 |
| Omega: |
-14.51 |
| Rho: |
0.00 |
Quote data
| Open: |
3.520 |
| High: |
4.090 |
| Low: |
3.520 |
| Previous Close: |
3.530 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+37.29% |
| 1 Month |
|
|
+70.89% |
| 3 Months |
|
|
-11.76% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.530 |
2.950 |
| 1M High / 1M Low: |
3.600 |
1.860 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.270 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.697 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
184.19% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
